+1,454.7%
AMT vs ZBRA
+2,371.2%
-916.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +6.8% | -14.0% | +20.9% | +10.8% |
| 3M | +11.2% | -14.7% | +25.9% | +15.4% |
| 6M | +12.5% | +31.3% | -18.8% | +2.4% |
| YTD | +12.5% | +33.4% | -20.9% | +0.9% |
| 1Y | +10.1% | +34.1% | -24.0% | -1.5% |
| 3Y | +16.0% | +59.9% | -43.9% | -7.1% |
| 5Y | -17.2% | -45.3% | +28.1% | -13.0% |
| 10Y | +135.2% | +384.4% | -249.2% | +18.5% |
| All | +1,454.7% | +2,371.2% | -916.5% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling